Some devices, including Sonos and Belkin Wemo, don't provide cloud APIs and instead we discover and control them via your local network, and this discovery process can sometimes be a little inconsistent depending on the network and setup.
The most important thing to remember is you need to have wifi enabled and connected to the same network on your Phone as your Sonos devices when you run discovery.
Once you are connected to your home wifi, try repeating the discovery process (iOS: magnifying glass icon on Things tab, Android: Nav Drawer > Find New Devices) -- several times as traffic on your network may prevent discovery from always been consistently succesfull.
If they still don't, please email support and let us know about your Sonos setup. Let us know how many and what type of Sonos speakers do you have, and how are they connected to your network -- wired, wireless, or via a bridge or boost type product? Are any setup in groups or pairs?
Give the above suggestions a shot and let us know those other details if things still don't work and we'll be happy to take a look and help out.